scientific article

zbMATH Open0763.60038MaRDI QIDQ4028985FDOQ4028985

Pierre Vallois

Publication date: 28 March 1993

Full work available at URL: http://www.numdam.org/item?id=SPS_1992__26__361_0

Title of this publication is not available (Why is that?)

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zbMATH Keywords

local timeLaplace transformsamplitude processBrownian path propertiesBrownian stopping times

Mathematics Subject Classification ID

Brownian motion (60J65) Sample path properties (60G17) Stopping times; optimal stopping problems; gambling theory (60G40) Local time and additive functionals (60J55)

Cited In (8)

• A construction of the Brownian path from \(\mathbf{BES}^ 3\) pieces
• Probability laws related to the Jacobi theta and Riemann zeta functions, and Brownian excur\-sions
• On stopping times connected with drawdowns and rallies of a Brownian motion with drift
• Title not available (Why is that?)
• On independent times and positions for Brownian motions.
• On stopping times \(T\) independent of the position \(B_T\) of a Brownian motion \((B_u, u\geqq 0)\)
• Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné
• Title not available (Why is that?)

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